I think its more fun to use them with lights, then you can try lighting it and posing it in different set ups. Side lit, back lit etc... single lighting setup two lights, different colour lights... I use desk lights and clip on lights with mine.

Another fun thing is taking them outside and use the natural lighting.

You can take pictures of your talent (mannequin) or you can sketch on the spot...

For posing, there are really nice articulated figures out there. I have the Body Kun ones, they come with different hands, props, and a claw-arm thing to hold them in a pose. They're not necessary of course, but I found it useful for when you need a dynamic pose or something from a weird angle and want to get the legs/arms right.

@alexsen I pre-ordered one of these in August and they keep delaying the shipping date. The latest word was that they are supposed to start shipping in April. If I ever get one, I'll let you know how well it works.